| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1,329.0 |
1,347.0 |
18.0 |
1.4% |
1,312.9 |
| High |
1,350.4 |
1,356.0 |
5.6 |
0.4% |
1,350.4 |
| Low |
1,328.9 |
1,343.4 |
14.5 |
1.1% |
1,306.6 |
| Close |
1,349.9 |
1,355.0 |
5.1 |
0.4% |
1,349.9 |
| Range |
21.5 |
12.6 |
-8.9 |
-41.4% |
43.8 |
| ATR |
15.6 |
15.3 |
-0.2 |
-1.4% |
0.0 |
| Volume |
454,126 |
346,047 |
-108,079 |
-23.8% |
1,875,774 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,389.3 |
1,384.7 |
1,361.9 |
|
| R3 |
1,376.7 |
1,372.1 |
1,358.5 |
|
| R2 |
1,364.1 |
1,364.1 |
1,357.3 |
|
| R1 |
1,359.5 |
1,359.5 |
1,356.2 |
1,361.8 |
| PP |
1,351.5 |
1,351.5 |
1,351.5 |
1,352.6 |
| S1 |
1,346.9 |
1,346.9 |
1,353.8 |
1,349.2 |
| S2 |
1,338.9 |
1,338.9 |
1,352.7 |
|
| S3 |
1,326.3 |
1,334.3 |
1,351.5 |
|
| S4 |
1,313.7 |
1,321.7 |
1,348.1 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.0 |
1,452.3 |
1,374.0 |
|
| R3 |
1,423.2 |
1,408.5 |
1,361.9 |
|
| R2 |
1,379.4 |
1,379.4 |
1,357.9 |
|
| R1 |
1,364.7 |
1,364.7 |
1,353.9 |
1,372.1 |
| PP |
1,335.6 |
1,335.6 |
1,335.6 |
1,339.3 |
| S1 |
1,320.9 |
1,320.9 |
1,345.9 |
1,328.3 |
| S2 |
1,291.8 |
1,291.8 |
1,341.9 |
|
| S3 |
1,248.0 |
1,277.1 |
1,337.9 |
|
| S4 |
1,204.2 |
1,233.3 |
1,325.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,356.0 |
1,306.6 |
49.4 |
3.6% |
16.7 |
1.2% |
98% |
True |
False |
384,269 |
| 10 |
1,356.0 |
1,306.6 |
49.4 |
3.6% |
14.5 |
1.1% |
98% |
True |
False |
335,215 |
| 20 |
1,356.0 |
1,303.6 |
52.4 |
3.9% |
14.3 |
1.1% |
98% |
True |
False |
313,375 |
| 40 |
1,364.4 |
1,303.6 |
60.8 |
4.5% |
15.4 |
1.1% |
85% |
False |
False |
311,118 |
| 60 |
1,370.5 |
1,295.2 |
75.3 |
5.6% |
14.8 |
1.1% |
79% |
False |
False |
224,972 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
13.9 |
1.0% |
88% |
False |
False |
169,708 |
| 100 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
13.3 |
1.0% |
88% |
False |
False |
136,361 |
| 120 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
12.9 |
0.9% |
88% |
False |
False |
113,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,409.6 |
|
2.618 |
1,389.0 |
|
1.618 |
1,376.4 |
|
1.000 |
1,368.6 |
|
0.618 |
1,363.8 |
|
HIGH |
1,356.0 |
|
0.618 |
1,351.2 |
|
0.500 |
1,349.7 |
|
0.382 |
1,348.2 |
|
LOW |
1,343.4 |
|
0.618 |
1,335.6 |
|
1.000 |
1,330.8 |
|
1.618 |
1,323.0 |
|
2.618 |
1,310.4 |
|
4.250 |
1,289.9 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,353.2 |
1,350.1 |
| PP |
1,351.5 |
1,345.2 |
| S1 |
1,349.7 |
1,340.3 |
|